OBIL Short Volume
US Treasury 12 Month Bill ETF (OBIL) operates in the Financial Services sector, specifically the Asset Management - Bonds industry, with a market capitalization near $301.2M, listed on NASDAQ, carrying a beta of 0.07 to the broader market. Under typical market environments, the fund's adviser endeavors to fulfill its investment goal by committing a minimum of 80% of the UST 12 Month Bill Fund's net assets (along with any capital borrowed for investment) to the specific securities that comprise its benchmark index. public since 2022-11-15.
Short volume measures the number of shares sold short on a given day as reported by FINRA. Tracking short volume relative to total volume helps identify unusual bearish sentiment or short-squeeze potential.
- Latest Date
- 2026-07-16
- Short Volume
- 9.9K
- Total Volume
- 50.7K
- Short %
- 19.46%
- 30-Day Avg Short %
- 44.82%
Showing 30 days of FINRA short volume data for US Treasury 12 Month Bill ETF.
Learn how short volume is reported and how to read the data →
Frequently asked OBIL short volume questions
- What is the daily OBIL short volume?
- As of Jul 16, 2026, US Treasury 12 Month Bill ETF (OBIL) short volume is 9.9K shares against 50.7K total reported volume, or 19.46% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is OBIL short volume reported?
- FINRA publishes the Daily Short Sale Volume File for trades reported to FINRA TRFs and the FINRA/Nasdaq ADF on a T+1 basis. The headline figure is the count of shares that printed at the short-sale or short-exempt tick across all reporting venues for the symbol; each exchange separately publishes its own daily short-sale data file.
- What does OBIL short volume tell options traders?
- Daily short-sale flow is one input that helps disambiguate dealer-hedging activity from directional bear flow when the chain shows fresh customer call inventory. It is not a clean MM-only proxy: the headline number mixes directional shorting, options-MM delta-hedging, ETF-creation arbitrage, and convertible-arb hedging. Cross-check against gamma-exposure and OI changes for a cleaner read.